Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48914.88 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42231.28 Kr¶

PnL: ---------------------------------------> -202.0 Kr¶

DD now: ---------------------------------> -7.917 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 13:31:40.767163'

Anic Portfolio¶

Today¶

Return: -0.788 %¶

This Week¶

Return: -0.788 %¶

Total portfolio value¶

Return including deposits: 60.135 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.370000 1660.500000 192.960000 13.150000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Orrön Energy 180 0.790000 2056.500000 18.900000 0.930000 2037.600000
JM 6 1.600000 876.000000 13.800000 1.600000 862.200000
HEXPOL B 9 0.260000 1031.400000 13.500000 1.330000 1017.900000
Catena 2 1.620000 802.400000 12.800000 1.620000 789.600000
BioGaia B 8 1.290000 940.000000 12.000000 1.290000 928.000000
Sagax B 4 1.220000 862.400000 10.400000 1.220000 852.000000
Atrium Ljungberg B 5 1.070000 943.000000 10.000000 1.070000 933.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
ASSA ABLOY B 3 0.660000 782.100000 5.100000 0.660000 777.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
EQT 4 -0.140000 828.400000 -1.200000 -0.140000 829.600000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
SKF B 5 -0.320000 935.000000 -3.000000 -0.320000 938.000000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Hexatronic Group 12 -0.450000 960.240000 -4.320000 -0.450000 964.560000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
Byggmax Group 33 -0.970000 945.120000 -9.240000 -0.970000 954.360000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Addnode Group B 11 -2.510000 895.400000 -23.100000 -2.510000 918.500000
Latour B 4 -3.600000 824.400000 -30.800000 -3.600000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Indutrade 5 -2.880000 1179.500000 -35.000000 -2.880000 1214.500000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Bufab 3 -4.390000 1057.800000 -48.600000 -4.390000 1106.400000
Hexagon B 26 -1.470000 3400.800000 -50.700000 -1.470000 3451.500000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
BHG Group 97 -8.330000 1334.720000 -120.280000 -8.270000 1455.000000
TOTAL 42231.280000 -202.000000 -7.91687% 42433.280000

Updated:¶

'2023-07-03 13:31:58.163119'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶